An extension of Paulsen-Gjessing's risk model with stochastic return on investment
Chuancun Yin; Yuzhen Wen
| Year of publication: |
2013
|
|---|---|
| Authors: | Yin, Chuancun ; Wen, Yuzhen |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 3, p. 469-476
|
| Subject: | Theorie | Theory | Return on Investment | Return on investment | Risiko | Risk | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009763617